Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47922.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46527.43 Kr¶

PnL: ---------------------------------------> -361.14 Kr¶

DD now: ---------------------------------> -1.455 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 14:06:21.826811'

Anic Portfolio¶

Today¶

Return: 0.02 %¶

This Week¶

Return: 0.02 %¶

Total¶

Return: 56.886 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.670000 2828.000000 192.000000 7.280000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 1.250000 621.270000 44.270000 7.670000 576.999999
AcadeMedia 12 1.010000 599.280000 42.280000 7.590000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.310000 393.200000 38.200000 10.760000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.270000 707.200000 34.200000 5.080000 673.000000
Boozt 12 -0.070000 1684.800000 30.800000 1.860000 1653.999996
Resurs Holding 22 0.040000 601.260000 27.260000 4.750000 573.999998
OEM International B 7 1.150000 552.300000 24.300000 4.600000 527.999997
Eastnine 4 0.160000 509.600000 18.600000 3.790000 491.000000
Intrum 4 1.790000 545.600000 18.600000 3.530000 527.000000
SAAB B 8 -1.330000 3394.400000 17.400000 0.520000 3377.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.720000 544.400000 12.400000 2.330000 532.000000
CTEK 13 1.770000 539.370000 5.370000 1.010000 533.999999
Securitas B 6 1.940000 574.920000 4.920000 0.860000 570.000000
Swedbank A 3 0.030000 567.450000 3.450000 0.610000 564.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 2.390000 246.720000 0.720000 0.290000 246.000000
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Nordea Bank Abp 29 -0.050000 3446.940000 -7.060000 -0.200000 3453.999992
Midsona B 63 2.590000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -2.250000 564.400000 -9.600000 -1.670000 574.000000
Essity A 4 -1.740000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 3.380000 566.500000 -28.070000 -4.720000 594.565215
Sampo Oyj SDB 7 -0.640000 3818.500000 -31.500000 -0.820000 3850.000000
Vivesto 1368 -1.130000 550.210000 -62.790000 -10.240000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.450000 3501.750000 -309.250000 -8.110000 3810.999990
Ovzon 52 0.720000 2901.600000 -460.400000 -13.690000 3361.999992
TOTAL 46527.430000 -361.140000 -1.45489% 46888.564618

Updated:¶

'2023-01-23 14:06:34.395010'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶